PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JIDA vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JIDAVYMI

Correlation

-0.50.00.51.00.9

The correlation between JIDA and VYMI is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

JIDA vs. VYMI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
-3.27%
15.12%
JIDA
VYMI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan ActiveBuilders International Equity ETF

Vanguard International High Dividend Yield ETF

JIDA vs. VYMI - Expense Ratio Comparison

JIDA has a 0.25% expense ratio, which is higher than VYMI's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


JIDA
JPMorgan ActiveBuilders International Equity ETF
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

JIDA vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders International Equity ETF (JIDA) and Vanguard International High Dividend Yield ETF (VYMI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JIDA
Sharpe ratio
The chart of Sharpe ratio for JIDA, currently valued at -0.36, compared to the broader market-1.000.001.002.003.004.005.00-0.36
Sortino ratio
The chart of Sortino ratio for JIDA, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.00-0.46
Omega ratio
The chart of Omega ratio for JIDA, currently valued at 0.92, compared to the broader market0.501.001.502.002.500.92
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at -0.28, compared to the broader market0.002.004.006.008.0010.0012.00-0.28
Martin ratio
The chart of Martin ratio for JIDA, currently valued at -0.60, compared to the broader market0.0020.0040.0060.00-0.60
VYMI
Sharpe ratio
The chart of Sharpe ratio for VYMI, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.005.000.96
Sortino ratio
The chart of Sortino ratio for VYMI, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.001.42
Omega ratio
The chart of Omega ratio for VYMI, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for VYMI, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.0012.001.24
Martin ratio
The chart of Martin ratio for VYMI, currently valued at 3.56, compared to the broader market0.0020.0040.0060.003.56

JIDA vs. VYMI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
-0.36
0.96
JIDA
VYMI

Dividends

JIDA vs. VYMI - Dividend Comparison

JIDA has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 4.94%.


TTM20232022202120202019201820172016
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.94%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

JIDA vs. VYMI - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.73%
-2.17%
JIDA
VYMI

Volatility

JIDA vs. VYMI - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders International Equity ETF (JIDA) is 0.00%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.60%. This indicates that JIDA experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay0
3.60%
JIDA
VYMI